CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 17.63 17.60 -0.03 -0.2% 19.37
High 18.27 18.54 0.27 1.5% 19.41
Low 16.99 16.56 -0.43 -2.5% 16.62
Close 17.22 16.60 -0.62 -3.6% 17.22
Range 1.28 1.98 0.70 54.7% 2.79
ATR 2.79 2.73 -0.06 -2.1% 0.00
Volume
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 23.17 21.87 17.69
R3 21.19 19.89 17.14
R2 19.21 19.21 16.96
R1 17.91 17.91 16.78 17.57
PP 17.23 17.23 17.23 17.07
S1 15.93 15.93 16.42 15.59
S2 15.25 15.25 16.24
S3 13.27 13.95 16.06
S4 11.29 11.97 15.51
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 26.12 24.46 18.75
R3 23.33 21.67 17.99
R2 20.54 20.54 17.73
R1 18.88 18.88 17.48 18.32
PP 17.75 17.75 17.75 17.47
S1 16.09 16.09 16.96 15.53
S2 14.96 14.96 16.71
S3 12.17 13.30 16.45
S4 9.38 10.51 15.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.54 16.56 1.98 11.9% 1.34 8.0% 2% True True
10 27.39 16.56 10.83 65.2% 1.89 11.4% 0% False True
20 30.82 16.56 14.26 85.9% 2.54 15.3% 0% False True
40 35.32 14.95 20.37 122.7% 2.78 16.7% 8% False False
60 35.32 14.73 20.59 124.0% 2.33 14.0% 9% False False
80 35.32 14.73 20.59 124.0% 2.49 15.0% 9% False False
100 35.32 14.73 20.59 124.0% 2.39 14.4% 9% False False
120 35.32 14.73 20.59 124.0% 2.30 13.9% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 26.96
2.618 23.72
1.618 21.74
1.000 20.52
0.618 19.76
HIGH 18.54
0.618 17.78
0.500 17.55
0.382 17.32
LOW 16.56
0.618 15.34
1.000 14.58
1.618 13.36
2.618 11.38
4.250 8.15
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 17.55 17.55
PP 17.23 17.23
S1 16.92 16.92

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols